Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2284655.8879 | -58603.1875 | -2226052.7005 | -66639.4685 | 1669127.8342 | -1735767.3028 |
Total P&L (%) | -2284.6559 | -58.6032 | -2226.0527 | -66.6395 | 1669.1278 | -1735.7673 |
Avg Daily Profit (%) | -1.2352 | -0.0317 | -1.2035 | -0.0593 | 0.1555 | 0 |
Buy And Hold Return (%) | 115.0886 | 115.0886 | 115.0886 | 115.0886 | 115.0886 | 115.0886 |
Max Trade Drawdown | -2355557 | -113328 | -2280957 | -2811541 | -326441 | -2894954 |
Profit Factor | 0.1841 | 0.8145 | 0.104 | 0.984 | 4.1151 | 0.5224 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 35 | 16 | 19 | 33 | 16 | 17 |
Losing Trades | 25 | 14 | 11 | 27 | 14 | 13 |
Profitability (%) | 58.3333 | 53.3333 | 63.3333 | 55 | 53.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.1315 | 0.7126 | 0.0602 | 0.8051 | 3.6007 | 0.3995 |
Largest Winning Trade | 43110 | 43110 | 41201 | 1395269 | 1395269 | 948209 |
Largest Losing Trade | -2054335 | -74242 | -2054335 | -2811541 | -293989 | -2811541 |
Avg Bars in Trades | 89 | 66 | 113 | 89 | 66 | 113 |
Avg Bars in Winners | 55 | 48 | 60 | 88 | 82 | 94 |
Avg Bars in Losers | 138 | 85 | 205 | 91 | 47 | 139 |
Bars Traded | 5395 | 1982 | 3412 | 5395 | 1982 | 3412 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -753197 | -580393 | -579097 | -753629 | 546754 | -579961 |
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{ "first_band": { "type": "dcu", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "offset": 103 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 30, "offset": 103 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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